-77.0%
PLTD vs SM
-2.3%
-74.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.9% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | -0.7% | +31.5% | -32.3% | +3.8% |
| 3M | -31.0% | +17.3% | -48.4% | -29.2% |
| 6M | -24.8% | +48.5% | -73.3% | -17.8% |
| YTD | -18.6% | +106.3% | -124.8% | -2.6% |
| 1Y | -31.8% | +47.3% | -79.1% | -26.7% |
| All | -77.0% | -2.3% | -74.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling